-47.2%
CMCSA vs ET
+241.8%
-289.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -1.1% | +2.9% | -3.9% | -1.8% |
| 3M | +6.6% | +16.8% | -10.2% | +2.3% |
| 6M | -15.5% | +18.9% | -34.3% | -19.3% |
| YTD | -6.7% | +37.7% | -44.4% | -14.3% |
| 1Y | -15.6% | +32.4% | -48.0% | -21.8% |
| 3Y | -33.7% | +99.5% | -133.2% | -45.7% |
| All | -47.2% | +241.8% | -289.0% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling